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Are Islamic indexes a safe haven for investors? : an analysis of total, directional and net volatility spillovers between conventional and Islamic indexes and importance of crisis periods
Hkiri, Besma; Hammoudeh, Shawkat; Aloui, Chaker; … - In: Pacific-Basin finance journal 43 (2017), pp. 124-150
Persistent link: https://www.econbiz.de/10011800663
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Global factors driving structural changes in the co-movement between sharia stocks and sukuk in the Gulf Cooperation Council countries
Aloui, Chaker; Hammoudeh, Shawkat; Ben Hamida, Hela - In: The North American journal of economics and finance : a … 31 (2015), pp. 311-329
Persistent link: https://www.econbiz.de/10011514255
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Price discovery and regime shift behavior in the relationship between sharia stocks and sukuk : a two-state Markov switching analysis
Aloui, Chaker; Hammoudeh, Shawkat; Ben Hamida, Hela - In: Pacific-Basin finance journal 34 (2015), pp. 121-135
Persistent link: https://www.econbiz.de/10011535314
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Distribution specific dependence and causality between industry-level U.S. credit and stock markets
Shahzad, Syed Jawad Hussain; Mensi, Walid; Hammoudeh, … - In: Journal of international financial markets, … 52 (2018), pp. 114-133
Persistent link: https://www.econbiz.de/10011986230
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Oil and foreign exchange market tail dependence and risk spillovers for MENA, emerging and developed countries: VMD decomposition based copulas
Mensi, Walid; Hammoudeh, Shawkat; Shahzad, Syed Jawad … - In: Energy economics 67 (2017), pp. 476-495
Persistent link: https://www.econbiz.de/10011897955
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Modeling systemic risk and dependence structure between oil and stock markets using a variational mode decomposition-based copula method
Mensi, Walid; Hammoudeh, Shawkat; Shahzad, Syed Jawad … - In: Journal of banking & finance 75 (2017), pp. 258-279
Persistent link: https://www.econbiz.de/10011742164
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Do volatility indices diminish gold's appeal as a safe haven to investors before and during the COVID-19 pandemic?
Tanin, Tauhidul Islam; Sarker, Ashutosh; Hammoudeh, Shawkat - In: Journal of economic behavior & organization : JEBO 191 (2021), pp. 214-235
Persistent link: https://www.econbiz.de/10013186389
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Directional predictability from energy markets to exchange rates and stock markets in the emerging market countries (E7 + 1) : new evidence from cross-quantilogram approach
Tiwari, Aviral Kumar; Shahbaz, Muhammad; Khalfaoui, Rabeh; … - In: International journal of finance & economics : IJFE 29 (2024) 1, pp. 719-789
Persistent link: https://www.econbiz.de/10014469052
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Causality and volatility spillovers among petroleum prices of WTI, gasoline and heating oil in different locations
Hammoudeh, Shawkat; Li, Huimin; Jeon, Bang-nam - In: The North American journal of economics and finance : a … 14 (2003) 1, pp. 89-114
Persistent link: https://www.econbiz.de/10001763330
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The effects of global factors on the Saudi Arabia equity market by firm size : Implications for risk management based on quantile analysis and frequency domain causality
Alqahtani, Faisal; Hamdi, Besma; Hammoudeh, Shawkat - In: Journal of multinational financial management 61 (2021), pp. 1-19
Persistent link: https://www.econbiz.de/10012887968